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Long-History PCA Estimation of Stock Return Factor ModelsLong-History PCA Estimation of Stock Return Factor Models

Alternative Title
Long-History PCA Estimation of Stock Return Factor Models
Authors
Baeho Kim
Issue Date
1-11월-2019
Publisher
Southwestern University of Finance and Economics
Citation
SWUFE & CDAR Symposium 2019
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/8622
Conference Name
SWUFE & CDAR Symposium 2019
Place
CC
Conference Date
2019-11-01
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Korea University Business School > Department of Business Administration > 2. Conference Papers

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경영대학 (경영학과)
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